ECBOT 30 Year Treasury Bond Future December 2008
| Trading Metrics calculated at close of trading on 21-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2008 |
21-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
122-28 |
127-28 |
5-01 |
4.1% |
118-25 |
| High |
129-19 |
128-12 |
-1-07 |
-0.9% |
129-19 |
| Low |
122-18 |
124-24 |
2-06 |
1.8% |
118-09 |
| Close |
125-25 |
126-10 |
0-16 |
0.4% |
126-10 |
| Range |
7-01 |
3-20 |
-3-12 |
-48.2% |
11-10 |
| ATR |
2-14 |
2-17 |
0-03 |
3.6% |
0-00 |
| Volume |
259,052 |
461,506 |
202,454 |
78.2% |
1,264,459 |
|
| Daily Pivots for day following 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-12 |
135-16 |
128-10 |
|
| R3 |
133-24 |
131-27 |
127-10 |
|
| R2 |
130-04 |
130-04 |
126-31 |
|
| R1 |
128-06 |
128-06 |
126-20 |
127-11 |
| PP |
126-15 |
126-15 |
126-15 |
126-01 |
| S1 |
124-18 |
124-18 |
125-31 |
123-22 |
| S2 |
122-26 |
122-26 |
125-20 |
|
| S3 |
119-06 |
120-30 |
125-09 |
|
| S4 |
115-18 |
117-09 |
124-09 |
|
|
| Weekly Pivots for week ending 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-21 |
153-25 |
132-17 |
|
| R3 |
147-11 |
142-15 |
129-13 |
|
| R2 |
136-01 |
136-01 |
128-12 |
|
| R1 |
131-05 |
131-05 |
127-11 |
133-19 |
| PP |
124-23 |
124-23 |
124-23 |
125-30 |
| S1 |
119-27 |
119-27 |
125-08 |
122-09 |
| S2 |
113-13 |
113-13 |
124-07 |
|
| S3 |
102-03 |
108-17 |
123-06 |
|
| S4 |
90-25 |
97-07 |
120-02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129-19 |
118-09 |
11-10 |
9.0% |
3-08 |
2.6% |
71% |
False |
False |
252,891 |
| 10 |
129-19 |
115-08 |
14-11 |
11.4% |
2-19 |
2.0% |
77% |
False |
False |
203,712 |
| 20 |
129-19 |
112-20 |
17-00 |
13.4% |
2-11 |
1.9% |
81% |
False |
False |
197,648 |
| 40 |
129-19 |
112-17 |
17-02 |
13.5% |
2-11 |
1.8% |
81% |
False |
False |
228,214 |
| 60 |
129-19 |
112-17 |
17-02 |
13.5% |
2-05 |
1.7% |
81% |
False |
False |
271,731 |
| 80 |
129-19 |
112-17 |
17-02 |
13.5% |
1-28 |
1.5% |
81% |
False |
False |
215,729 |
| 100 |
129-19 |
112-14 |
17-05 |
13.6% |
1-23 |
1.4% |
81% |
False |
False |
172,661 |
| 120 |
129-19 |
110-25 |
18-26 |
14.9% |
1-19 |
1.3% |
82% |
False |
False |
143,895 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143-27 |
|
2.618 |
137-29 |
|
1.618 |
134-08 |
|
1.000 |
132-00 |
|
0.618 |
130-20 |
|
HIGH |
128-12 |
|
0.618 |
126-31 |
|
0.500 |
126-18 |
|
0.382 |
126-04 |
|
LOW |
124-24 |
|
0.618 |
122-16 |
|
1.000 |
121-03 |
|
1.618 |
118-27 |
|
2.618 |
115-07 |
|
4.250 |
109-08 |
|
|
| Fisher Pivots for day following 21-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
126-18 |
125-27 |
| PP |
126-15 |
125-12 |
| S1 |
126-12 |
124-30 |
|